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Academic Journal

UNA APLICACIÓN DEL MODELO EGARCH PARA ESTIMAR LA VOLATILIDAD DE SERIES FINANCIERAS.

  • Source: Revista Ingenierías Universidad de Medellin. 2010, Vol. 9 Issue 17, p95-104. 10p. 2 Charts, 8 Graphs.

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Academic Journal

EGARCH: UN MODELO ASIMÉTRICO PARR ESTIMAR LA VOLATILIDAD DE SERIES FINANCIERAS.

  • Source: Revista Ingenierías Universidad de Medellin. 2010, Vol. 9 Issue 16, p49-60. 12p.

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